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Related papers: Mean field games with congestion

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We consider variational Mean Field Games endowed with a constraint on the maximal density of the distribution of players. Minimizers of the variational formulation are equilibria for a game where both the running cost and the final cost of…

Analysis of PDEs · Mathematics 2019-06-19 Hugo Lavenant , Filippo Santambrogio

In this paper, we present a new generalized Hughes model designed to intelligently depict pedestrian congestion dynamics, allowing pedestrian groups to either navigate through or circumvent high-density regions. First, we describe the…

Analysis of PDEs · Mathematics 2023-10-18 Mohamed Ghattassi , Nader Masmoudi

Mean field games equations are examined for conservation laws. The system of mean field games equations consists of two partial differential equations: the Hamilton-Jacobi-Bellman equation for the value function and the forward Kolmogorov…

Mathematical Physics · Physics 2023-05-12 Roman Kozlov

We study the singular perturbation problem for mean field game systems with control of acceleration. For such a problem we analyze the behavior of solutions as the acceleration costs vanishes. In this setting the Hamiltonian fails to be…

Optimization and Control · Mathematics 2023-04-04 Cristian Mendico

We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove…

Optimization and Control · Mathematics 2013-10-11 Philip Jameson Graber

We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equation and a forward in time Fokker-Planck equation. The…

Analysis of PDEs · Mathematics 2019-03-08 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

The time evolution of a closed system of mean fields and fluctuations is Hamiltonian, with the canonical variables parameterizing the general time-dependent Gaussian density matrix of the system. Yet, the evolution manifests both quantum…

High Energy Physics - Phenomenology · Physics 2009-10-28 Salman Habib , Yuval Kluger , Emil Mottola , Juan Pablo Paz

This paper investigates the well-posedness of a type of state constraint ergodic Mean Field Game system in a bounded domain in which the Hamilton-Jacobi-Bellman equation is paired with an infinite Dirichlet boundary condition. In this…

Analysis of PDEs · Mathematics 2021-07-27 Mariya Sardarli

Here, we prove the existence of smooth solutions for mean-field games with a singular mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form $g(m)=-m^{-\alpha}$. We consider stationary and time-dependent…

Analysis of PDEs · Mathematics 2016-11-23 Marco Cirant , Diogo A. Gomes , Edgard A. Pimentel , Héctor Sánchez-Morgado

Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…

Analysis of PDEs · Mathematics 2024-07-31 Vincenzo Ignazio , Michele Ricciardi

In this paper, we prove the existence of classical solutions for second order stationary mean-field game systems. These arise in ergodic (mean-field) optimal control, convex degenerate problems in calculus of variations, and in the study of…

Analysis of PDEs · Mathematics 2015-03-24 Edgard A. Pimentel , Vardan Voskanyan

In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…

Optimization and Control · Mathematics 2022-12-23 Saeed Sadeghi Arjmand , Guilherme Mazanti

This article focuses two issues related to the first-order discounted mean field games system. The first is the time discretization problem. The time discretization approach enables us to prove the existence of solutions (u,m) of the…

Analysis of PDEs · Mathematics 2025-09-19 Renato Iturriaga , Cristian Mendico , Kaizhi Wang , Yuchen Xu

We consider mean field game systems in time-horizon $(0,T)$, where the individual cost functional depends locally on the density distribution of the agents, and the Hamiltonian is locally uniformly convex. We show that, even if the coupling…

Analysis of PDEs · Mathematics 2021-05-28 Marco Cirant , Alessio Porretta

This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…

Probability · Mathematics 2023-12-25 Dylan Possamaï , Ludovic Tangpi

The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…

Optimization and Control · Mathematics 2022-06-30 Alekos Cecchin , François Delarue

After a brief introduction to one of the most typical problems in Mean Field Games, the congestion case (where agents pay a cost depending on the density of the regions they visit), and to its variational structure, we consider the question…

Analysis of PDEs · Mathematics 2016-04-01 Adam Prosinski , Filippo Santambrogio

This paper presents a general existence and uniqueness result for mean field games equations on graphs ($\mathcal{G}$-MFG). In particular, our setting allows to take into account congestion effects of almost any form. These general…

Optimization and Control · Mathematics 2014-05-09 Olivier Guéant

This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is…

Optimization and Control · Mathematics 2022-02-21 Guilherme Mazanti , Filippo Santambrogio

We consider Mean Field Games without idiosyncratic but with Brownian type common noise. We introduce a notion of solutions of the associated backward-forward system of stochastic partial differential equations. We show that the solution…

Analysis of PDEs · Mathematics 2020-09-28 Pierre Cardaliaguet , Panagiotis Souganidis